-33.1%
DOW vs FGI
-70.4%
+37.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.5% | -10.6% | -3.1% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | +0.4% | +65.4% | -65.0% | -0.2% |
| 3M | -14.4% | +23.5% | -37.9% | -14.7% |
| 6M | -7.0% | +60.5% | -67.5% | -8.0% |
| YTD | +30.2% | +30.0% | +0.2% | +29.2% |
| 1Y | +29.2% | +82.1% | -52.9% | +25.9% |
| 3Y | -36.7% | -4.4% | -32.3% | -37.5% |
| All | -33.1% | -70.4% | +37.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling